Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49145.49 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43228.9 Kr¶

PnL: ---------------------------------------> -1646.68 Kr¶

DD now: ---------------------------------> -7.483 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 12:29:42.577264'

Anic Portfolio¶

Today¶

Return: -0.149 %¶

This Week¶

Return: -3.164 %¶

Total portfolio value¶

Return including deposits: 60.89 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.060000 1531.450000 108.450000 7.620000 1423.000014
Hennes & Mauritz B 6 0.180000 918.600000 6.600000 0.720000 912.000000
Nederman Holding 1 -0.490000 205.000000 6.000000 3.020000 199.000000
JM 7 2.410000 953.400000 3.400000 0.360000 950.000002
Atrium Ljungberg B 5 0.170000 905.000000 1.000000 0.110000 904.000000
Eastnine 6 -0.370000 652.800000 -4.200000 -0.640000 657.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Creaspac SPAC 40 0.100000 3820.000000 -14.000000 -0.370000 3834.000000
ASSA ABLOY B 4 -1.250000 976.400000 -16.600000 -1.670000 993.000000
BioGaia B 8 -1.510000 887.200000 -16.800000 -1.860000 904.000000
Biotage 1 -0.900000 131.800000 -17.200000 -11.540000 149.000000
OX2 12 -0.270000 888.600000 -20.400000 -2.240000 909.000000
AcadeMedia 20 -1.450000 952.000000 -26.000000 -2.660000 978.000000
Bufab 3 -1.190000 1045.800000 -30.200000 -2.810000 1076.000001
Investor B 3 -0.600000 625.050000 -32.950000 -5.010000 657.999999
Hoist Finance 36 -0.370000 977.400000 -33.600000 -3.320000 1010.999988
Platzer Fastigheter Holding B 12 0.790000 916.800000 -34.200000 -3.600000 951.000000
Latour B 4 -1.110000 820.400000 -35.600000 -4.160000 856.000000
Vitrolife 3 -2.640000 640.800000 -36.200000 -5.350000 677.000001
Sandvik 4 -1.360000 810.800000 -37.200000 -4.390000 848.000000
Byggmax Group 33 -0.560000 929.280000 -37.720000 -3.900000 966.999990
Vitec Software Group B 2 -1.120000 1064.000000 -40.000000 -3.620000 1104.000000
Addnode Group B 7 -0.960000 864.500000 -40.500000 -4.480000 904.999998
Gränges 10 -2.110000 997.500000 -41.500000 -3.990000 1039.000000
Sagax A 4 -0.470000 844.000000 -42.000000 -4.740000 886.000000
Sagax B 4 -1.500000 842.800000 -42.200000 -4.770000 885.000000
Hexatronic Group 15 -1.300000 1027.800000 -43.200000 -4.030000 1071.000000
SKF B 5 -1.010000 935.000000 -45.000000 -4.590000 980.000000
EQT 4 0.000000 827.600000 -45.400000 -5.200000 873.000000
Catena 2 -0.310000 760.400000 -45.600000 -5.660000 806.000000
Alimak Group 12 -2.320000 960.000000 -47.000000 -4.670000 1007.000004
INVISIO 15 -1.470000 3517.500000 -54.500000 -1.530000 3571.999995
HEXPOL B 8 -0.810000 880.000000 -77.000000 -8.050000 957.000000
Orrön Energy 170 -1.680000 1942.250000 -103.750000 -5.070000 2045.999980
Hexagon B 26 -1.320000 3294.200000 -125.800000 -3.680000 3420.000012
VEF 788 -0.360000 1761.970000 -141.030000 -7.410000 1903.000300
Sedana Medical 93 -0.510000 2548.200000 -435.380000 -14.590000 2983.577733
TOTAL 43228.900000 -1646.680000 -7.48274% 44875.578016

Updated:¶

'2023-06-22 12:29:59.527975'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶